The Ornstein–Uhlenbeck process as a model of a low pass filtered white noise
作者： Enrico Bibbona , Gianna Panfilo , Patrizia Tavella
DOI: 10.1088/0026-1394/45/6/S17
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摘要: … for the white noise that accounts for the filtering of high frequencies such as that obtained with an RC first order low pass filter. Such a filtering can be observed in the spectrum (provided …
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